+127.5%
QCOM vs RVMD
+540.6%
-413.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.4% | +8.2% | +2.8% |
| 7D | +2.0% | -9.5% | +11.5% | +3.6% |
| 30D | +1.2% | -6.8% | +8.1% | +2.3% |
| 3M | +9.1% | -12.1% | +21.2% | +11.1% |
| 6M | -25.0% | +25.4% | -50.3% | -27.9% |
| YTD | +4.8% | +126.9% | -122.0% | -10.7% |
| 1Y | +3.6% | +182.0% | -178.4% | -15.1% |
| 3Y | +51.5% | +816.8% | -765.3% | -0.1% |
| 5Y | +19.7% | +464.0% | -444.3% | -22.3% |
| All | +127.5% | +540.6% | -413.0% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RVMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling